CME Euro FX Future March 2008
Trading Metrics calculated at close of trading on 01-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
1.3765 |
1.3733 |
-0.0032 |
-0.2% |
1.3887 |
High |
1.3765 |
1.3733 |
-0.0032 |
-0.2% |
1.3911 |
Low |
1.3765 |
1.3733 |
-0.0032 |
-0.2% |
1.3724 |
Close |
1.3765 |
1.3733 |
-0.0032 |
-0.2% |
1.3724 |
Range |
|
|
|
|
|
ATR |
0.0033 |
0.0033 |
0.0000 |
-0.3% |
0.0000 |
Volume |
20 |
0 |
-20 |
-100.0% |
24 |
|
Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3733 |
1.3733 |
1.3733 |
|
R3 |
1.3733 |
1.3733 |
1.3733 |
|
R2 |
1.3733 |
1.3733 |
1.3733 |
|
R1 |
1.3733 |
1.3733 |
1.3733 |
1.3733 |
PP |
1.3733 |
1.3733 |
1.3733 |
1.3733 |
S1 |
1.3733 |
1.3733 |
1.3733 |
1.3733 |
S2 |
1.3733 |
1.3733 |
1.3733 |
|
S3 |
1.3733 |
1.3733 |
1.3733 |
|
S4 |
1.3733 |
1.3733 |
1.3733 |
|
|
Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4347 |
1.4223 |
1.3827 |
|
R3 |
1.4160 |
1.4036 |
1.3775 |
|
R2 |
1.3973 |
1.3973 |
1.3758 |
|
R1 |
1.3849 |
1.3849 |
1.3741 |
1.3818 |
PP |
1.3786 |
1.3786 |
1.3786 |
1.3771 |
S1 |
1.3662 |
1.3662 |
1.3707 |
1.3631 |
S2 |
1.3599 |
1.3599 |
1.3690 |
|
S3 |
1.3412 |
1.3475 |
1.3673 |
|
S4 |
1.3225 |
1.3288 |
1.3621 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3733 |
2.618 |
1.3733 |
1.618 |
1.3733 |
1.000 |
1.3733 |
0.618 |
1.3733 |
HIGH |
1.3733 |
0.618 |
1.3733 |
0.500 |
1.3733 |
0.382 |
1.3733 |
LOW |
1.3733 |
0.618 |
1.3733 |
1.000 |
1.3733 |
1.618 |
1.3733 |
2.618 |
1.3733 |
4.250 |
1.3733 |
|
|
Fisher Pivots for day following 01-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3733 |
1.3749 |
PP |
1.3733 |
1.3744 |
S1 |
1.3733 |
1.3738 |
|